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31	How crashes develop: intradaily volatility and crash evolution David S. Bates University of Iowa and the National Bureau of Economic Research May 28, 2015 Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2015-05-28 08:34:28 Mathematical finance Futures contract Volatility E-mini Realized variance Day trading Commodity tick VIX Variance swap
32	Microsoft Word - WP No.21_2009.doc Add to Reading List Source URL: www.hkimr.org Language: English - Date: 2012-09-25 05:27:56 Mathematical finance Technical analysis Volatility VIX
33	Financial Analysts Journal Volume 70 Number 3 ©2014 CFA Institute · Add to Reading List Source URL: www.anderson.ucla.edu Language: English - Date: 2016-08-07 12:48:23 Investment Mathematical finance Financial markets Alternative beta Hedge fund Beta Alternative asset Alternative investment Asset allocation Private equity Financial risk VIX
34	Ambiguity and Financial Uncertainty in a Real Business Cycle Model Hening Liu∗ Yuzhao Zhang†‡ Add to Reading List Source URL: ifas.xmu.edu.cn Language: English - Date: 2015-06-29 05:06:14 Mathematical finance Equity premium puzzle VIX Risk Volatility Variance risk premium Implied volatility Financial risk Stochastic volatility Modern portfolio theory
35	Research in International Business and Finance–251 Local and spillover shocks in implied market volatility: evidence for the U.S. and Germany Niklas Wagner a,∗ , Alexander Szimayer b a Add to Reading List Source URL: www.wiwi.uni-passau.de Language: English - Date: 2010-04-05 09:28:57 Mathematical finance Volatility VIX Implied volatility Stochastic volatility VDAX Stock market index Moneyness Volatility smile S&P/ASX 200 VIX
36	Macroeconomic Determinants of Stock Market Volatility and Volatility Risk-Premiums Valentina Corradi University of Warwick Walter Distaso Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2011-01-28 05:36:55 Mathematical finance VIX Volatility Stochastic volatility Variance swap Rational pricing Financial risk Stock market index Option Implied volatility Volatility smile
37	www.axioma.com US & Canada: +1 212−991−4500 Europe: +−7856−2424 Asia : +−2790 Add to Reading List Source URL: www.axioma.com Language: English - Date: 2016-08-19 05:02:54 Investment Mathematical finance Technical analysis Economic development Axioma Financial risk Emerging markets Developed market Volatility VIX
38	The Impact of Stock Index Futures Trading on Daily Returns Seasonality: A Multicountry Study Robert W. Faff a * and Michael D. McKenzie a Abstract Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English Mathematical finance Technical analysis Econometrics Futures contract Autoregressive conditional heteroskedasticity Seasonality Volatility Stock market index future Futures exchange VIX
39	MARKET PARTICIPATION STRATEGY \| STRATEGY OVERVIEW MARCH 31, 2016 Equity market volatility in the past fifteen years has at times reached levels not seen since the Great Depression, and many forecasts point Add to Reading List Source URL: www.qmassociates.com Language: English - Date: 2016-05-25 08:41:33 Investment Financial risk Mathematical finance Actuarial science Beta Asset allocation Stock market index future Futures contract Investment management Diversification VIX Robert D. Arnott
40	Option Pricing on Cash Mergers Victor H. Martinez, Ioanid Ro¸su and C. Alan Bester∗ September 30, 2009 Abstract When a cash merger is announced but not completed, there are two main sources Add to Reading List Source URL: www.hec.unil.ch Language: English - Date: 2010-01-22 04:26:14 Mathematical finance Options BlackScholes model Volatility Implied volatility Moneyness Binary option Putcall parity Risk-neutral measure Local volatility VIX